Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47883.09 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46488.13 Kr¶

PnL: ---------------------------------------> -400.44 Kr¶

DD now: ---------------------------------> -1.536 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 17:26:52.436353'

Anic Portfolio¶

Today¶

Return: -0.21 %¶

This Week¶

Return: -0.062 %¶

Total¶

Return: 56.757 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 4.730000 3100.000000 173.000000 5.910000 2927.000000
HEBA B 70 -1.730000 2789.500000 153.500000 5.820000 2636.000010
Beijer Electronics Group 26 -2.920000 3114.800000 143.800000 4.840000 2971.000006
AcadeMedia 12 0.500000 605.400000 48.400000 8.690000 557.000004
Corem Property Group B 59 -1.580000 623.040000 46.040000 7.980000 576.999999
HMS Networks 2 -0.500000 713.600000 40.600000 6.030000 673.000000
Boozt 12 0.210000 1692.000000 38.000000 2.300000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -1.130000 392.500000 37.500000 10.560000 355.000000
MedCap 2 -1.510000 458.000000 37.000000 8.790000 421.000000
Resurs Holding 22 0.950000 609.400000 35.400000 6.170000 573.999998
SAAB B 8 0.160000 3408.800000 31.800000 0.940000 3377.000000
Norva24 Group 16 0.060000 565.120000 22.120000 4.070000 543.000000
Securitas B 6 1.510000 588.720000 18.720000 3.280000 570.000000
Intrum 4 -0.220000 545.200000 18.200000 3.450000 527.000000
Swedbank A 3 2.240000 581.250000 17.250000 3.060000 564.000000
Eastnine 4 -0.470000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 -1.030000 539.000000 11.000000 2.080000 527.999997
Coor Service Management Hold. 8 -1.100000 540.800000 8.800000 1.650000 532.000000
Nordea Bank Abp 29 0.520000 3462.020000 8.020000 0.230000 3453.999992
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.580000 250.320000 4.320000 1.760000 246.000000
Handelsbanken A 5 0.320000 547.750000 1.750000 0.320000 546.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Essity B 2 -0.460000 560.600000 -13.400000 -2.330000 574.000000
Midsona B 63 -0.110000 568.890000 -14.110000 -2.420000 582.999984
CTEK 13 -3.590000 517.400000 -16.600000 -3.110000 533.999999
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
International Petroleum Corp. 5 -2.700000 559.500000 -35.070000 -5.900000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 -0.640000 548.020000 -64.980000 -10.600000 612.999432
Axfood 13 -1.810000 3594.500000 -161.500000 -4.300000 3756.000001
OX2 18 0.380000 1445.400000 -218.600000 -13.140000 1663.999992
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
Ovzon 52 -1.610000 2865.200000 -496.800000 -14.780000 3361.999992
TOTAL 46488.130000 -400.440000 -1.53568% 46888.564618

Updated:¶

'2023-01-24 17:27:05.371747'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶